+12.6%
MOS vs SEDG
+107.5%
-94.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +1.7% |
| 7D | +7.1% | +12.1% | -5.1% | +5.4% |
| 30D | +15.0% | +14.7% | +0.3% | +12.6% |
| 3M | +24.1% | -43.0% | +67.1% | +31.7% |
| 6M | +2.7% | +9.0% | -6.3% | -4.0% |
| YTD | +12.2% | +26.3% | -14.1% | +1.1% |
| 1Y | -16.3% | +8.9% | -25.2% | -24.4% |
| 3Y | -23.3% | -75.5% | +52.2% | -20.0% |
| 5Y | -4.2% | -86.7% | +82.5% | +5.4% |
| 10Y | +12.6% | +110.6% | -98.0% | -25.7% |
| All | +12.6% | +107.5% | -94.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling